These are great, comprehendible notes for the 3rd quarter of the Berkeley graduate econometrics sequence in the first year. The notes review classical least squares, GLS, SUR, Heteroskedasticity, Serial Correlation, Panel Data, Endogeneity, IV, 2SLS, and introduce both time series and nonparametrics.

Here is an old outline that I wrote for incoming graduate students to give them a sense of what material they'd be covering in the first year at Berkeley. It may be a helpful resource for those who are curious what the first year of an economics Ph.D. program entails.